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Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks

机译:伯努利步态的随机渐进,桥梁,短途旅行和蜿蜒曲折

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摘要

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being +1 or -1, equally likely. The other families quoted in the title are Bernoulli random walks under various conditions. A peak in a trajectory is a local maximum. In this paper, we condition the families of trajectories to have a given number of peaks. We show that, asymptotically, the main effect of setting the number of peaks is to change the order of magnitude of the trajectories. The counting process of the peaks, that encodes the repartition of the peaks in the trajectories, is also studied. It is shown that suitably normalized, it converges to a Brownian bridge which is independent of the limiting trajectory. Applications in terms of plane trees and parallelogram polyominoes are provided, as well as an application to the ``comparison'' between runs and Kolmogorov-Smirnov statistics.
机译:伯努利随机游走是从0开始并具有i.i.d的随机轨迹。增量,它们中的每一个都是+1或-1,可能性相同。标题中引用的其他家庭是在各种条件下的伯努利随机游走。轨迹中的峰值是局部最大值。在本文中,我们将轨迹族调整为具有给定数量的峰。我们证明,渐近地,设置峰值数量的主要作用是改变轨迹的数量级。还研究了峰的计数过程,该过程对轨迹中峰的重新分配进行了编码。结果表明,经过适当归一化,它收敛到一个独立于极限轨迹的布朗桥。提供了有关平面树和平行四边形多氨基酸的应用程序,以及运行与Kolmogorov-Smirnov统计之间的``比较''应用程序。

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